Cannot move emails to folders in Mail on Mac

Hi,

I am having problems moving my mails to folders (in Mail, on Apple mac). I get the attached message when I try to do so.

I have done a lot of internet research but not getting far. Apple help couldn't help me either. No, my storage space is not full. VPN is also switched off.

Any ideas, how I could resolve it?

Thanking you in advance, Mayuri